Title: Forecasting Macroeconomic Variables by Using Model Averaging: Applied Econometrics - Time Series Analysis
Publisher: AV Akademikerverlag
Publication Date: 2017
Language: English
ISBN 10: 3330517069
ISBN 13: 9783330517066
Binding: Paperback
Condition: Brand New
Weight: 0.13 kilograms

About this title

Synopsis

Are the forecasting results of model averaging more accurate, than the results provided by univariate models? This book shall provide an answer to this question by comparing econometric forecasting models for US macroeconomic variables. The work is based on Clark & McCracken�s paper "Averaging forecasts from VARs with uncertain instabilities", published 2010 in the Journal of Applied Econometrics.

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